Hidden Markov Models Simply Explained

In a regular Markov Chain we are able to see the states and their associated transition probabilities. However, in a Hidden Markov Model (HMM), the Markov Chain is hidden but we can infer its properties through its given observed states. Note: The Hidden Markov Model is not a Markov Chain per se, it is another model in the wider list of Markov Processes/Models. These associated probabilities of the observed states (Happy, Sad) are known as the emission probabilities. Now, lets say my friend wants to infer the weather from my mood.